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QuantConnect.Algorithm.Framework.Execution

Classes

Class Description
ExecutionModel Provides a base class for execution models
ExecutionModelPythonWrapper Provides an implementation of IExecutionModel that wraps a PyObject object
IExecutionModel Algorithm framework model that executes portfolio targets
ImmediateExecutionModel Provides an implementation of IExecutionModel that immediately submits...
NullExecutionModel Provides an implementation of IExecutionModel that does nothing
SpreadExecutionModel Execution model that submits orders while the current spread is in desirably tight extent.
StandardDeviationExecutionModel Execution model that submits orders while the current market prices is at least the configured number of standard...
VolumeWeightedAveragePriceExecutionModel Execution model that submits orders while the current market price is more favorable that the current volume weighted average price.